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DESCENT METHODS

Richard W. Cottle () and Mukund N. Thapa
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Richard W. Cottle: Stanford University
Mukund N. Thapa: Optical Fusion, Inc.

Chapter Chapter 10 in Linear and Nonlinear Optimization, 2017, pp 317-368 from Springer

Abstract: Abstract In Chap. 9 we discussed optimality conditions, described a generic optimization algorithm and summarized several steplength algorithms, these being for univariate optimization.

Keywords: Search Direction; Descent Method; Descent Direction; Cholesky Factorization; Newton Direction (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-1-4939-7055-1_10

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DOI: 10.1007/978-1-4939-7055-1_10

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